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2010 Dec 30
0
Panel Data Analysis in R
...ata. MIT press and Baltagi B (2001), Econometric Analysis of Panel Data. 3rd edition. John Wiley and Sons ltd but these books do not have any R code (or any other code for that matter).
The classic reference for mixed models in R is the book by Pinheiro and Bates: Pinheiro J, Bates D (2000). Mixed{E_ects Models in S and S-plus. Springer-Verlag, and, Pinheiro J, Bates D, DebRoy S, the~R Core~team DS (2007). nlme: Linear and Nonlinear Mixed E_ects Models. R package version 3.1-86, URL http://CRAN.R-project.org.
Other books that deal with longitudinal data are: Applied Longitudinal Data Analysis: Mod...